[Vinecopula-commits] r79 - in pkg: man tests tests/Examples
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Di Jan 27 18:31:26 CET 2015
Author: etobi
Date: 2015-01-27 18:31:25 +0100 (Tue, 27 Jan 2015)
New Revision: 79
Modified:
pkg/man/BB1Copula-class.Rd
pkg/man/BB1Copula.Rd
pkg/man/BB6Copula.Rd
pkg/man/BB7Copula.Rd
pkg/man/BB8Copula.Rd
pkg/man/BetaMatrix.Rd
pkg/man/BiCopCDF.Rd
pkg/man/BiCopChiPlot.Rd
pkg/man/BiCopDeriv.Rd
pkg/man/BiCopDeriv2.Rd
pkg/man/BiCopEst.Rd
pkg/man/BiCopGofTest.Rd
pkg/man/BiCopHfunc.Rd
pkg/man/BiCopHfuncDeriv.Rd
pkg/man/BiCopHfuncDeriv2.Rd
pkg/man/BiCopIndTest.Rd
pkg/man/BiCopKPlot.Rd
pkg/man/BiCopLambda.Rd
pkg/man/BiCopMetaContour.Rd
pkg/man/BiCopName.Rd
pkg/man/BiCopPDF.Rd
pkg/man/BiCopPar2Beta.Rd
pkg/man/BiCopPar2TailDep.Rd
pkg/man/BiCopPar2Tau.Rd
pkg/man/BiCopSelect.Rd
pkg/man/BiCopSim.Rd
pkg/man/BiCopTau2Par.Rd
pkg/man/BiCopVuongClarke.Rd
pkg/man/C2RVine.Rd
pkg/man/D2RVine.Rd
pkg/man/RVineAICBIC.Rd
pkg/man/RVineClarkeTest.Rd
pkg/man/RVineCopSelect.Rd
pkg/man/RVineCor2pcor.Rd
pkg/man/RVineGofTest.Rd
pkg/man/RVineGrad.Rd
pkg/man/RVineHessian.Rd
pkg/man/RVineLogLik.Rd
pkg/man/RVineMLE.Rd
pkg/man/RVineMatrix.Rd
pkg/man/RVineMatrixNormalize.Rd
pkg/man/RVinePIT.Rd
pkg/man/RVinePar2Beta.Rd
pkg/man/RVinePar2Tau.Rd
pkg/man/RVineSeqEst.Rd
pkg/man/RVineSim.Rd
pkg/man/RVineStdError.rd
pkg/man/RVineStructureSelect.Rd
pkg/man/RVineTreePlot.Rd
pkg/man/RVineVuongTest.Rd
pkg/man/RvineMatrixCheck.Rd
pkg/man/TauMatrix.Rd
pkg/man/VineCopula-package.Rd
pkg/man/as.copuladata.Rd
pkg/man/copulaFromFamilyIndex.Rd
pkg/man/dduCopula.Rd
pkg/man/joeBiCopula.Rd
pkg/man/pairs.copuladata.Rd
pkg/man/pobs.Rd
pkg/man/surClaytonCopula.Rd
pkg/man/surGumbelCopula.Rd
pkg/man/tawnT1Copula.Rd
pkg/man/tawnT2Copula.Rd
pkg/man/vineCopula.Rd
pkg/tests/Examples/VineCopula-Ex.Rout.save
pkg/tests/additonalExampleRuns.R
pkg/tests/additonalExampleRuns.Rout.save
Log:
- cosmetics for manual to get closer to http://developer.r-project.org/Rds.html
Modified: pkg/man/BB1Copula-class.Rd
===================================================================
--- pkg/man/BB1Copula-class.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BB1Copula-class.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,76 +1,76 @@
-\name{BB1Copula-class}
-\Rdversion{1.1}
-\docType{class}
-\alias{BB1Copula-class}
-\alias{dduCopula,numeric,BB1Copula-method}
-\alias{ddvCopula,numeric,BB1Copula-method}
-\alias{dduCopula,matrix,BB1Copula-method}
-\alias{ddvCopula,matrix,BB1Copula-method}
-
-\alias{getKendallDistr,BB1Copula-method}
-\alias{kendallDistribution,BB1Copula-method}
-
-\alias{surBB1Copula-class}
-\alias{dduCopula,numeric,surBB1Copula-method}
-\alias{ddvCopula,numeric,surBB1Copula-method}
-\alias{dduCopula,matrix,surBB1Copula-method}
-\alias{ddvCopula,matrix,surBB1Copula-method}
-
-\alias{r90BB1Copula-class}
-\alias{dduCopula,numeric,r90BB1Copula-method}
-\alias{ddvCopula,numeric,r90BB1Copula-method}
-\alias{dduCopula,matrix,r90BB1Copula-method}
-\alias{ddvCopula,matrix,r90BB1Copula-method}
-
-\alias{r270BB1Copula-class}
-\alias{dduCopula,numeric,r270BB1Copula-method}
-\alias{ddvCopula,numeric,r270BB1Copula-method}
-\alias{dduCopula,matrix,r270BB1Copula-method}
-\alias{ddvCopula,matrix,r270BB1Copula-method}
-
-\title{Classes \code{"BB1Copula"}, \code{"surBB1Copula"}, \code{"r90BB1Copula"} and \code{"r270BB1Copula"}}
-\description{
-Wrapper classes representing the BB1, survival BB1, 90 degree and 270 degree rotated BB1 copula families (Joe 1997) from \code{\link{VineCopula-package}}.
-}
-\section{Objects from the Classes}{
-Objects can be created by calls of the form \code{new("BB1Copula", ...)}, \code{new("surBB1Copula", ...)}, \code{new("r90BB1Copula", ...)} and \code{new("r270BB1Copula", ...)} or by the functions \code{\link{BB1Copula}}, \code{\link{surBB1Copula}}, \code{\link{r90BB1Copula}} and \code{\link{r270BB1Copula}}.
-}
-\section{Slots}{
- \describe{
- \item{\code{family}:}{Object of class \code{"numeric"} defining the family number in \code{\link{VineCopula-package}} }
- \item{\code{dimension}:}{Object of class \code{"integer"} defining the dimension of the copula }
- \item{\code{parameters}:}{Object of class \code{"numeric"} the two-place parameter vector}
- \item{\code{param.names}:}{Object of class \code{"character"}, parameter names. }
- \item{\code{param.lowbnd}:}{Object of class \code{"numeric"}, lower bounds of the copula parameters}
- \item{\code{param.upbnd}:}{Object of class \code{"numeric"}, upper bounds of the copula parameters}
- \item{\code{fullname}:}{Object of class \code{"character"}, family name of the copula.}
- }
-}
-\section{Extends}{
-Class \code{"\linkS4class{copula}"}, directly.
-Class \code{"\linkS4class{Copula}"}, by class "copula", distance 2.
-}
-\section{Methods}{
- \describe{
- \item{dduCopula}{\code{signature(u = "matrix", copula = "BB1Copula")}: ... }
- \item{dduCopula}{\code{signature(u = "numeric", copula = "BB1Copula")}: ... }
- \item{ddvCopula}{\code{signature(u = "matrix", copula = "BB1Copula")}: ... }
- \item{ddvCopula}{\code{signature(u = "numeric", copula = "BB1Copula")}: ... }
- \item{getKendallDistr}{\code{signature(copula = "BB1Copula")}: ... }
- \item{kendallDistribution}{\code{signature(copula = "BB1Copula")}: ... }
- }
-}
-\references{
-Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.
-}
-\author{
-Benedikt Graeler
-}
-
-\seealso{
-See also \code{\linkS4class{BB6Copula}}, \code{\linkS4class{BB7Copula}}, \code{\linkS4class{BB8Copula}} and \code{\linkS4class{joeCopula}} for further wrapper classes to the \code{\link{VineCopula-package}}.
-}
-\examples{
-showClass("BB1Copula")
-}
+\name{BB1Copula-class}
+\Rdversion{1.1}
+\docType{class}
+\alias{BB1Copula-class}
+\alias{dduCopula,numeric,BB1Copula-method}
+\alias{ddvCopula,numeric,BB1Copula-method}
+\alias{dduCopula,matrix,BB1Copula-method}
+\alias{ddvCopula,matrix,BB1Copula-method}
+
+\alias{getKendallDistr,BB1Copula-method}
+\alias{kendallDistribution,BB1Copula-method}
+
+\alias{surBB1Copula-class}
+\alias{dduCopula,numeric,surBB1Copula-method}
+\alias{ddvCopula,numeric,surBB1Copula-method}
+\alias{dduCopula,matrix,surBB1Copula-method}
+\alias{ddvCopula,matrix,surBB1Copula-method}
+
+\alias{r90BB1Copula-class}
+\alias{dduCopula,numeric,r90BB1Copula-method}
+\alias{ddvCopula,numeric,r90BB1Copula-method}
+\alias{dduCopula,matrix,r90BB1Copula-method}
+\alias{ddvCopula,matrix,r90BB1Copula-method}
+
+\alias{r270BB1Copula-class}
+\alias{dduCopula,numeric,r270BB1Copula-method}
+\alias{ddvCopula,numeric,r270BB1Copula-method}
+\alias{dduCopula,matrix,r270BB1Copula-method}
+\alias{ddvCopula,matrix,r270BB1Copula-method}
+
+\title{Classes \code{"BB1Copula"}, \code{"surBB1Copula"}, \code{"r90BB1Copula"} and \code{"r270BB1Copula"}}
+\description{
+Wrapper classes representing the BB1, survival BB1, 90 degree and 270 degree rotated BB1 copula families (Joe 1997) from \code{\link{VineCopula-package}}.
+}
+\section{Objects from the Classes}{
+Objects can be created by calls of the form \code{new("BB1Copula", ...)}, \code{new("surBB1Copula", ...)}, \code{new("r90BB1Copula", ...)} and \code{new("r270BB1Copula", ...)} or by the functions \code{\link{BB1Copula}}, \code{\link{surBB1Copula}}, \code{\link{r90BB1Copula}} and \code{\link{r270BB1Copula}}.
+}
+\section{Slots}{
+ \describe{
+ \item{\code{family}:}{Object of class \code{"numeric"} defining the family number in \code{\link{VineCopula-package}} }
+ \item{\code{dimension}:}{Object of class \code{"integer"} defining the dimension of the copula }
+ \item{\code{parameters}:}{Object of class \code{"numeric"} the two-place parameter vector}
+ \item{\code{param.names}:}{Object of class \code{"character"}, parameter names. }
+ \item{\code{param.lowbnd}:}{Object of class \code{"numeric"}, lower bounds of the copula parameters}
+ \item{\code{param.upbnd}:}{Object of class \code{"numeric"}, upper bounds of the copula parameters}
+ \item{\code{fullname}:}{Object of class \code{"character"}, family name of the copula.}
+ }
+}
+\section{Extends}{
+Class \code{"\linkS4class{copula}"}, directly.
+Class \code{"\linkS4class{Copula}"}, by class "copula", distance 2.
+}
+\section{Methods}{
+ \describe{
+ \item{dduCopula}{\code{signature(u = "matrix", copula = "BB1Copula")}: ... }
+ \item{dduCopula}{\code{signature(u = "numeric", copula = "BB1Copula")}: ... }
+ \item{ddvCopula}{\code{signature(u = "matrix", copula = "BB1Copula")}: ... }
+ \item{ddvCopula}{\code{signature(u = "numeric", copula = "BB1Copula")}: ... }
+ \item{getKendallDistr}{\code{signature(copula = "BB1Copula")}: ... }
+ \item{kendallDistribution}{\code{signature(copula = "BB1Copula")}: ... }
+ }
+}
+\references{
+Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.
+}
+\author{
+Benedikt Graeler
+}
+
+\seealso{
+See also \code{\linkS4class{BB6Copula}}, \code{\linkS4class{BB7Copula}}, \code{\linkS4class{BB8Copula}} and \code{\linkS4class{joeCopula}} for further wrapper classes to the \code{\link{VineCopula-package}}.
+}
+\examples{
+showClass("BB1Copula")
+}
\keyword{classes}
\ No newline at end of file
Modified: pkg/man/BB1Copula.Rd
===================================================================
--- pkg/man/BB1Copula.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BB1Copula.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -5,7 +5,7 @@
\alias{r270BB1Copula}
\title{
-Constructor of the BB1 family and rotated versions thereof
+Constructor of the BB1 Family and Rotated Versions thereof
}
\description{
Constructs an object of the \code{\linkS4class{BB1Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for given parameters.
@@ -37,10 +37,10 @@
\examples{
library(copula)
-persp(BB1Copula(c(1,1.5)),dCopula, zlim=c(0,10))
-persp(surBB1Copula(c(1,1.5)),dCopula, zlim=c(0,10))
-persp(r90BB1Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
-persp(r270BB1Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+persp(BB1Copula(c(1,1.5)), dCopula, zlim = c(0,10))
+persp(surBB1Copula(c(1,1.5)), dCopula, zlim = c(0,10))
+persp(r90BB1Copula(c(-1,-1.5)), dCopula, zlim = c(0,10))
+persp(r270BB1Copula(c(-1,-1.5)), dCopula, zlim = c(0,10))
}
\keyword{ distribution }
Modified: pkg/man/BB6Copula.Rd
===================================================================
--- pkg/man/BB6Copula.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BB6Copula.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -5,10 +5,10 @@
\alias{r270BB6Copula}
\title{
-Constructor of the BB6 family and its derivatives
+Constructor of the BB6 Family and Rotated Versions thereof
}
\description{
-Constructs an object of the \code{\linkS4class{BB6Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for a given parameter.
+Constructs an object of the \code{\linkS4class{BB6Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for given parameters.
}
\usage{
BB6Copula(param)
@@ -37,8 +37,8 @@
\examples{
library(copula)
-persp(BB6Copula(c(1,1.5)),dCopula, zlim=c(0,10))
-persp(surBB6Copula(c(1,1.5)),dCopula, zlim=c(0,10))
-persp(r90BB6Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
-persp(r270BB6Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+persp(BB6Copula(c(1,1.5)), dCopula, zlim = c(0,10))
+persp(surBB6Copula(c(1,1.5)), dCopula, zlim = c(0,10))
+persp(r90BB6Copula(c(-1,-1.5)), dCopula, zlim = c(0,10))
+persp(r270BB6Copula(c(-1,-1.5)), dCopula, zlim = c(0,10))
}
\ No newline at end of file
Modified: pkg/man/BB7Copula.Rd
===================================================================
--- pkg/man/BB7Copula.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BB7Copula.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -5,10 +5,10 @@
\alias{r270BB7Copula}
\title{
-Constructor of the BB7 family and its derivatives
+Constructor of the BB7 Family and Rotated Versions thereof
}
\description{
-Constructs an object of the \code{\linkS4class{BB7Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for a given parameter.
+Constructs an object of the \code{\linkS4class{BB7Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for given parameters.
}
\usage{
BB7Copula(param)
@@ -37,8 +37,8 @@
\examples{
library(copula)
-persp(BB7Copula(c(1,1.5)),dCopula, zlim=c(0,10))
-persp(surBB7Copula(c(1,1.5)),dCopula, zlim=c(0,10))
-persp(r90BB7Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
-persp(r270BB7Copula(c(-1,-1.5)),dCopula, zlim=c(0,10))
+persp(BB7Copula(c(1,1.5)), dCopula, zlim = c(0,10))
+persp(surBB7Copula(c(1,1.5)), dCopula, zlim = c(0,10))
+persp(r90BB7Copula(c(-1,-1.5)), dCopula, zlim = c(0,10))
+persp(r270BB7Copula(c(-1,-1.5)), dCopula, zlim = c(0,10))
}
\ No newline at end of file
Modified: pkg/man/BB8Copula.Rd
===================================================================
--- pkg/man/BB8Copula.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BB8Copula.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -5,10 +5,10 @@
\alias{r270BB8Copula}
\title{
-Constructor of the BB8 family and its derivatives
+Constructor of the BB8 Family and Rotated Versions thereof
}
\description{
-Constructs an object of the \code{\linkS4class{BB8Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for a given parameter.
+Constructs an object of the \code{\linkS4class{BB8Copula}} (survival \code{sur}, 90 degree rotated \code{r90} and 270 degree rotated \code{r270}) family for given parameters.
}
\usage{
BB8Copula(param)
@@ -37,8 +37,8 @@
\examples{
library(copula)
-persp(BB8Copula(c(1,0.5)),dCopula, zlim=c(0,10))
-persp(surBB8Copula(c(1,0.5)),dCopula, zlim=c(0,10))
-persp(r90BB8Copula(c(-1,-0.5)),dCopula, zlim=c(0,10))
-persp(r270BB8Copula(c(-1,-0.5)),dCopula, zlim=c(0,10))
+persp(BB8Copula(c(1,0.5)), dCopula, zlim = c(0,10))
+persp(surBB8Copula(c(1,0.5)), dCopula, zlim = c(0,10))
+persp(r90BB8Copula(c(-1,-0.5)), dCopula, zlim = c(0,10))
+persp(r270BB8Copula(c(-1,-0.5)), dCopula, zlim = c(0,10))
}
\ No newline at end of file
Modified: pkg/man/BetaMatrix.Rd
===================================================================
--- pkg/man/BetaMatrix.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BetaMatrix.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,43 +1,43 @@
-\name{BetaMatrix}
-\alias{BetaMatrix}
-
-\title{Matrix of empirical Blomqvist's beta values}
-
-\description{
-This function computes the empirical Blomqvist's beta.
-}
-
-\usage{
-BetaMatrix(data)
-}
-
-\arguments{
- \item{data}{An N x d data matrix.}
-}
-
-\value{
-Matrix of the empirical Blomqvist's betas.
-}
-
-\references{
-Blomqvist, N. (1950).
-On a measure of dependence between two random variables.
-The Annals of Mathematical Statistics, 21(4), 593-600.
-
-Nelsen, R. (2006).
-An introduction to copulas.
-Springer
-}
-
-\author{Ulf Schepsmeier}
-
-\seealso{\code{\link{TauMatrix}}, \code{\link{BiCopPar2Beta}}, \code{\link{RVinePar2Beta}}}
-
-\examples{
-data(daxreturns)
-Data = as.matrix(daxreturns)
-
-# compute the empirical Blomqvist's betas
-beta = BetaMatrix(Data)
-}
-
+\name{BetaMatrix}
+\alias{BetaMatrix}
+
+\title{Matrix of Empirical Blomqvist's Beta Values}
+
+\description{
+This function computes the empirical Blomqvist's beta.
+}
+
+\usage{
+BetaMatrix(data)
+}
+
+\arguments{
+ \item{data}{An N x d data matrix.}
+}
+
+\value{
+Matrix of the empirical Blomqvist's betas.
+}
+
+\references{
+Blomqvist, N. (1950).
+On a measure of dependence between two random variables.
+The Annals of Mathematical Statistics, 21(4), 593-600.
+
+Nelsen, R. (2006).
+An introduction to copulas.
+Springer
+}
+
+\author{Ulf Schepsmeier}
+
+\seealso{\code{\link{TauMatrix}}, \code{\link{BiCopPar2Beta}}, \code{\link{RVinePar2Beta}}}
+
+\examples{
+data(daxreturns)
+Data <- as.matrix(daxreturns)
+
+# compute the empirical Blomqvist's betas
+BetaMatrix(Data)
+}
+
Modified: pkg/man/BiCopCDF.Rd
===================================================================
--- pkg/man/BiCopCDF.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopCDF.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,14 +1,14 @@
\name{BiCopCDF}
\alias{BiCopCDF}
-\title{Distribution function of a bivariate copula}
+\title{Distribution Function of a Bivariate Copula}
\description{
This function evaluates the cumulative distribution function (CDF) of a given parametric bivariate copula.
}
\usage{
-BiCopCDF(u1, u2, family, par, par2=0)
+BiCopCDF(u1, u2, family, par, par2 = 0)
}
\arguments{
@@ -55,7 +55,7 @@
\code{234} = rotated Tawn type 2 copula (270 degrees) \cr
}
\item{par}{Copula parameter.}
- \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family=2}.}
+ \item{par2}{Second parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8, Tawn type 1 and type 2; default: \code{par2 = 0}). \code{par2} should be an positive integer for the Students's t copula \code{family = 2}.}
}
\value{
@@ -63,7 +63,7 @@
}
\note{
-The calculation of the cumulative distribution function (CDF) of the Student's t copula (\code{family=2}) is not implemented any more since the calculation was wrong for non-integer degrees-of-freedom.
+The calculation of the cumulative distribution function (CDF) of the Student's t copula (\code{family = 2}) is not implemented any more since the calculation was wrong for non-integer degrees-of-freedom.
}
@@ -73,11 +73,11 @@
\examples{
# simulate from a bivariate Clayton
-simdata = BiCopSim(300,3,3.4)
+simdata <- BiCopSim(300, 3, 3.4)
# evaluate the distribution function of the bivariate t-copula
-u1 = simdata[,1]
-u2 = simdata[,2]
-BiCopCDF(u1,u2,3,3.4)
+u1 <- simdata[,1]
+u2 <- simdata[,2]
+BiCopCDF(u1, u2, 3, 3.4)
}
Modified: pkg/man/BiCopChiPlot.Rd
===================================================================
--- pkg/man/BiCopChiPlot.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopChiPlot.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,14 +1,14 @@
\name{BiCopChiPlot}
\alias{BiCopChiPlot}
-\title{Chi-plot for bivariate copula data}
+\title{Chi-plot for Bivariate Copula Data}
\description{
This function creates a chi-plot of given bivariate copula data.
}
\usage{
-BiCopChiPlot(u1, u2, PLOT=TRUE, mode="NULL", ...)
+BiCopChiPlot(u1, u2, PLOT = TRUE, mode = "NULL", ...)
}
\arguments{
@@ -75,7 +75,6 @@
\seealso{\code{\link{BiCopMetaContour}}, \code{\link{BiCopKPlot}}, \code{\link{BiCopLambda}}}
\examples{
-\dontrun{
# chi-plots for bivariate Gaussian copula data
n <- 500
tau <- 0.5
@@ -95,4 +94,3 @@
BiCopChiPlot(dat[,1], dat[,2], mode = "upper", xlim = c(-1,1),
ylim = c(-1,1), main = "Upper chi-plot")
}
-}
Modified: pkg/man/BiCopDeriv.Rd
===================================================================
--- pkg/man/BiCopDeriv.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopDeriv.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,14 +1,14 @@
\name{BiCopDeriv}
\alias{BiCopDeriv}
-\title{Derivatives of a bivariate copula density}
+\title{Derivatives of a Bivariate Copula Density}
\description{
This function evaluates the derivative of a given parametric bivariate copula density with respect to its parameter(s) or one of its arguments.
}
\usage{
-BiCopDeriv(u1, u2, family, par, par2=0, deriv="par", log=FALSE)
+BiCopDeriv(u1, u2, family, par, par2 = 0, deriv = "par", log = FALSE)
}
\arguments{
@@ -60,11 +60,11 @@
\examples{
# simulate from a bivariate t-copula
-simdata = BiCopSim(300,2,-0.7,par2=4)
+simdata <- BiCopSim(300, 2, -0.7, par2 = 4)
# derivative of the bivariate t-copula with respect to the first parameter
-u1 = simdata[,1]
-u2 = simdata[,2]
-BiCopDeriv(u1,u2,2,-0.7,par2=4, deriv="par")
+u1 <- simdata[,1]
+u2 <- simdata[,2]
+BiCopDeriv(u1, u2, 2, -0.7, par2 = 4, deriv = "par")
}
Modified: pkg/man/BiCopDeriv2.Rd
===================================================================
--- pkg/man/BiCopDeriv2.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopDeriv2.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,14 +1,14 @@
\name{BiCopDeriv2}
\alias{BiCopDeriv2}
-\title{Second derivatives of a bivariate copula density}
+\title{Second Derivatives of a Bivariate Copula Density}
\description{
This function evaluates the second derivative of a given parametric bivariate copula density with respect to its parameter(s) and/or its arguments.
}
\usage{
-BiCopDeriv2(u1, u2, family, par, par2=0, deriv="par")
+BiCopDeriv2(u1, u2, family, par, par2 = 0, deriv = "par")
}
\arguments{
@@ -63,11 +63,11 @@
\examples{
# simulate from a bivariate t-copula
-simdata = BiCopSim(300,2,-0.7,par2=4)
+simdata <- BiCopSim(300, 2, -0.7, par2 = 4)
# second derivative of the bivariate t-copula with respect to the first parameter
-u1 = simdata[,1]
-u2 = simdata[,2]
-BiCopDeriv2(u1,u2,2,-0.7,par2=4, deriv="par")
+u1 <- simdata[,1]
+u2 <- simdata[,2]
+BiCopDeriv2(u1, u2, 2, -0.7, par2 = 4, deriv = "par")
}
Modified: pkg/man/BiCopEst.Rd
===================================================================
--- pkg/man/BiCopEst.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopEst.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,7 +1,7 @@
\name{BiCopEst}
\alias{BiCopEst}
-\title{Parameter estimation for bivariate copula data using inversion of Kendall's tau or maximum likelihood estimation}
+\title{Parameter Estimation for Bivariate Copula Data}
\description{
This function estimates the parameter(s) for a bivariate copula using either inversion of empirical Kendall's tau for single parameter copula families
@@ -9,8 +9,9 @@
}
\usage{
-BiCopEst(u1, u2, family, method="mle", se=FALSE, max.df=30,
- max.BB=list(BB1=c(5,6),BB6=c(6,6),BB7=c(5,6),BB8=c(6,1)),weights=NA)
+BiCopEst(u1, u2, family, method = "mle", se = FALSE, max.df = 30,
+ max.BB = list(BB1=c(5,6), BB6=c(6,6), BB7=c(5,6), BB8=c(6,1)),
+ weights = NA)
}
\arguments{
@@ -89,7 +90,7 @@
\value{
\item{par, par2}{Estimated copula parameter(s).}
- \item{se,se2}{Standard error(s) of the parameter estimate(s) (if \code{se = TRUE}).}
+ \item{se, se2}{Standard error(s) of the parameter estimate(s) (if \code{se = TRUE}).}
}
\references{
@@ -100,45 +101,45 @@
\author{Ulf Schepsmeier, Eike Brechmann, Jakob Stoeber, Carlos Almeida}
-\seealso{\code{\link{BiCopPar2Tau}}, \code{\link{BiCopTau2Par}} \code{\link{RVineSeqEst}}, \code{\link{BiCopSelect}}}
+\seealso{\code{\link{BiCopPar2Tau}}, \code{\link{BiCopTau2Par}}, \code{\link{RVineSeqEst}}, \code{\link{BiCopSelect}}}
\examples{
## Example 1: bivariate Gaussian copula
-dat = BiCopSim(500,1,0.7)
-u1 = dat[,1]
-v1 = dat[,2]
+dat <- BiCopSim(500, 1, 0.7)
+u1 <- dat[,1]
+v1 <- dat[,2]
# empirical Kendall's tau
-tau1 = cor(u1,v1,method="kendall")
+tau1 <- cor(u1, v1, method = "kendall")
# inversion of empirical Kendall's tau
-BiCopTau2Par(1,tau1)
-BiCopEst(u1,v1,family=1,method="itau")$par
+BiCopTau2Par(1, tau1)
+BiCopEst(u1, v1, family = 1, method = "itau")$par
# maximum likelihood estimate for comparison
-BiCopEst(u1,v1,family=1,method="mle")$par
+BiCopEst(u1, v1, family = 1, method = "mle")$par
## Example 2: bivariate Clayton and survival Gumbel copulas
# simulate from a Clayton copula
-dat = BiCopSim(500,3,2.5)
-u2 = dat[,1]
-v2 = dat[,2]
+dat <- BiCopSim(500, 3, 2.5)
+u2 <- dat[,1]
+v2 <- dat[,2]
# empirical Kendall's tau
-tau2 = cor(u2,v2,method="kendall")
+tau2 <- cor(u2, v2, method = "kendall")
# inversion of empirical Kendall's tau for the Clayton copula
-BiCopTau2Par(3,tau2)
-BiCopEst(u2,v2,family=3,method="itau",se=TRUE)
+BiCopTau2Par(3, tau2)
+BiCopEst(u2, v2, family = 3, method = "itau", se = TRUE)
# inversion of empirical Kendall's tau for the survival Gumbel copula
-BiCopTau2Par(14,tau2)
-BiCopEst(u2,v2,family=14,method="itau",se=TRUE)
+BiCopTau2Par(14, tau2)
+BiCopEst(u2, v2, family = 14, method = "itau", se = TRUE)
# maximum likelihood estimates for comparison
-BiCopEst(u2,v2,family=3,method="mle",se=TRUE)
-BiCopEst(u2,v2,family=14,method="mle",se=TRUE)
+BiCopEst(u2, v2, family = 3, method = "mle", se = TRUE)
+BiCopEst(u2, v2, family = 14, method = "mle", se = TRUE)
}
Modified: pkg/man/BiCopGofTest.Rd
===================================================================
--- pkg/man/BiCopGofTest.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopGofTest.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,7 +1,7 @@
\name{BiCopGofTest}
\alias{BiCopGofTest}
-\title{Goodness-of-fit test for bivariate copulas}
+\title{Goodness-of-Fit Test for Bivariate Copulas}
\description{
This function performs a goodness-of-fit test for bivariate copulas,
@@ -11,11 +11,12 @@
}
\usage{
-BiCopGofTest(u1, u2, family, par=0, par2=0, method="white", max.df=30, B=100)
+BiCopGofTest(u1, u2, family, par = 0, par2 = 0,
+ method = "white", max.df = 30, B = 100)
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
+ \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
\item{family}{An integer defining the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
@@ -74,7 +75,7 @@
}
\details{
-\code{method="white"}:\cr
+\code{method = "white"}:\cr
This goodness-of fit test uses the information matrix equality of White (1982) and was investigated by Huang and Prokhorov (2011).
The main contribution is that under correct model specification the Fisher Information can be equivalently calculated as minus the expected Hessian matrix or as the expected outer product of the score function.
The null hypothesis is
@@ -124,19 +125,18 @@
\seealso{\code{\link{BiCopDeriv2}}, \code{\link{BiCopDeriv}}, \code{\link{BiCopIndTest}}, \code{\link{BiCopVuongClarke}}}
\examples{
- # simulate from a bivariate Clayton copula
- set.seed(123)
- simdata <- BiCopSim(300, 3, 2)
- u1 <- simdata[,1]
- u2 <- simdata[,2]
-
- # perform White's goodness-of-fit test for the true copula
- BiCopGofTest(u1, u2, family = 3)
-
- # perform Kendall's goodness-of-fit test for the Frank copula
- BiCopGofTest(u1, u2, family = 5)
+# simulate from a bivariate Clayton copula
+set.seed(123)
+simdata <- BiCopSim(300, 3, 2)
+u1 <- simdata[,1]
+u2 <- simdata[,2]
-\dontrun{
+# perform White's goodness-of-fit test for the true copula
+BiCopGofTest(u1, u2, family = 3)
+
+# perform Kendall's goodness-of-fit test for the Frank copula
+BiCopGofTest(u1, u2, family = 5)
+\donttest{
# perform Kendall's goodness-of-fit test for the true copula
gof <- BiCopGofTest(u1, u2, family = 3, method = "kendall")
gof$p.value.CvM
Modified: pkg/man/BiCopHfunc.Rd
===================================================================
--- pkg/man/BiCopHfunc.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopHfunc.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,18 +1,18 @@
\name{BiCopHfunc}
\alias{BiCopHfunc}
-\title{Conditional distribution function (h-function) of a bivariate copula}
+\title{Conditional Distribution Function of a Bivariate Copula}
\description{
This function evaluates the conditional distribution function (h-function) of a given parametric bivariate copula.
}
\usage{
-BiCopHfunc(u1, u2, family, par, par2=0)
+BiCopHfunc(u1, u2, family, par, par2 = 0)
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
+ \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
\item{family}{An integer defining the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
@@ -94,5 +94,8 @@
data(daxreturns)
# h-functions of the Gaussian copula
-h1 = BiCopHfunc(daxreturns[,2],daxreturns[,1],1,0.5)
+h1 <- BiCopHfunc(daxreturns[,2], daxreturns[,1], 1, 0.5)
+\dontshow{
+h1
}
+}
Modified: pkg/man/BiCopHfuncDeriv.Rd
===================================================================
--- pkg/man/BiCopHfuncDeriv.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopHfuncDeriv.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,18 +1,18 @@
\name{BiCopHfuncDeriv}
\alias{BiCopHfuncDeriv}
-\title{Derivatives of the h-function of a bivariate copula}
+\title{Derivatives of the h-Function of a Bivariate Copula}
\description{
This function evaluates the derivative of a given conditional parametric bivariate copula (h-function) with respect to its parameter(s) or one of its arguments.
}
\usage{
-BiCopHfuncDeriv(u1, u2, family, par, par2=0, deriv="par")
+BiCopHfuncDeriv(u1, u2, family, par, par2 = 0, deriv = "par")
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
+ \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
\item{family}{An integer defining the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
@@ -57,12 +57,12 @@
\examples{
# simulate from a bivariate t-copula
-simdata = BiCopSim(300,2,-0.7,par2=4)
+simdata <- BiCopSim(300, 2, -0.7, par2 = 4)
# derivative of the conditional bivariate t-copula
# with respect to the first parameter
-u1 = simdata[,1]
-u2 = simdata[,2]
-BiCopHfuncDeriv(u1,u2,2,-0.7,par2=4, deriv="par")
+u1 <- simdata[,1]
+u2 <- simdata[,2]
+BiCopHfuncDeriv(u1, u2, 2, -0.7, par2 = 4, deriv = "par")
}
Modified: pkg/man/BiCopHfuncDeriv2.Rd
===================================================================
--- pkg/man/BiCopHfuncDeriv2.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopHfuncDeriv2.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,18 +1,18 @@
\name{BiCopHfuncDeriv2}
\alias{BiCopHfuncDeriv2}
-\title{Second derivatives of the h-function of a bivariate copula}
+\title{Second Derivatives of the h-Function of a Bivariate Copula}
\description{
This function evaluates the second derivative of a given conditional parametric bivariate copula (h-function) with respect to its parameter(s) and/or its arguments.
}
\usage{
-BiCopHfuncDeriv2(u1, u2, family, par, par2=0, deriv="par")
+BiCopHfuncDeriv2(u1, u2, family, par, par2 = 0, deriv = "par")
}
\arguments{
- \item{u1,u2}{Numeric vectors of equal length with values in [0,1].}
+ \item{u1, u2}{Numeric vectors of equal length with values in [0,1].}
\item{family}{An integer defining the bivariate copula family: \cr
\code{0} = independence copula \cr
\code{1} = Gaussian copula \cr
@@ -60,12 +60,12 @@
\examples{
# simulate from a bivariate t-copula
-simdata = BiCopSim(300,2,-0.7,par2=4)
+simdata <- BiCopSim(300, 2, -0.7, par2 = 4)
# second derivative of the conditional bivariate t-copula
# with respect to the first parameter
-u1 = simdata[,1]
-u2 = simdata[,2]
-BiCopHfuncDeriv2(u1,u2,2,-0.7,par2=4, deriv="par")
+u1 <- simdata[,1]
+u2 <- simdata[,2]
+BiCopHfuncDeriv2(u1, u2, 2, -0.7, par2 = 4, deriv = "par")
}
Modified: pkg/man/BiCopIndTest.Rd
===================================================================
--- pkg/man/BiCopIndTest.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopIndTest.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,7 +1,7 @@
\name{BiCopIndTest}
\alias{BiCopIndTest}
-\title{Independence test for bivariate copula data}
+\title{Independence Test for Bivariate Copula Data}
\description{
This function returns the p-value of a bivariate asymptotic independence test based on Kendall's tau.
@@ -12,7 +12,7 @@
}
\arguments{
- \item{u1,u2}{Data vectors of equal length with values in [0,1].}
+ \item{u1, u2}{Data vectors of equal length with values in [0,1].}
}
\value{
@@ -51,19 +51,19 @@
\examples{
## Example 1: Gaussian copula with large dependence parameter
-par1 = 0.7
-fam1 = 1
-dat1 = BiCopSim(500,fam1,par1)
+par1 <- 0.7
+fam1 <- 1
+dat1 <- BiCopSim(500, fam1, par1)
# perform the asymptotic independence test
-BiCopIndTest(dat1[,1],dat1[,2])
+BiCopIndTest(dat1[,1], dat1[,2])
## Example 2: Gaussian copula with small dependence parameter
-par2 = 0.01
-fam2 = 1
-dat2 = BiCopSim(500,fam2,par2)
+par2 <- 0.01
+fam2 <- 1
+dat2 <- BiCopSim(500, fam2, par2)
# perform the asymptotic independence test
-BiCopIndTest(dat2[,1],dat2[,2])
+BiCopIndTest(dat2[,1], dat2[,2])
}
Modified: pkg/man/BiCopKPlot.Rd
===================================================================
--- pkg/man/BiCopKPlot.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopKPlot.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,18 +1,18 @@
\name{BiCopKPlot}
\alias{BiCopKPlot}
-\title{Kendall's plot (K-plot) for bivariate copula data}
+\title{Kendall's Plot for Bivariate Copula Data}
\description{
This function creates a Kendall's plot (K-plot) of given bivariate copula data.
}
\usage{
-BiCopKPlot(u1, u2, PLOT=TRUE, ...)
+BiCopKPlot(u1, u2, PLOT = TRUE, ...)
}
\arguments{
- \item{u1,u2}{Data vectors of equal length with values in [0,1].}
+ \item{u1, u2}{Data vectors of equal length with values in [0,1].}
\item{PLOT}{Logical; whether the results are plotted. If \code{PLOT = FALSE}, the values \code{W.in} and \code{Hi.sort} are returned (see below; default: \code{PLOT = TRUE}).}
\item{...}{Additional plot arguments.}
}
@@ -60,7 +60,6 @@
\seealso{\code{\link{BiCopMetaContour}}, \code{\link{BiCopChiPlot}}, \code{\link{BiCopLambda}}, \code{\link{BiCopGofTest}}}
\examples{
-\dontrun{
# Gaussian and Clayton copulas
n <- 500
tau <- 0.5
@@ -82,4 +81,3 @@
BiCopKPlot(dat1[,1], dat1[,2], main = "Gaussian copula")
BiCopKPlot(dat2[,1], dat2[,2], main = "Clayton copula")
}
-}
Modified: pkg/man/BiCopLambda.Rd
===================================================================
--- pkg/man/BiCopLambda.Rd 2015-01-26 15:35:21 UTC (rev 78)
+++ pkg/man/BiCopLambda.Rd 2015-01-27 17:31:25 UTC (rev 79)
@@ -1,19 +1,19 @@
\name{BiCopLambda}
\alias{BiCopLambda}
-\title{Lambda-function (plot) for bivariate copula data}
+\title{Lambda-Function (Plot) for Bivariate Copula Data}
\description{
-This function plots the lambda-function of given bivariate copula data.
+This function plots/returns the lambda-function of given bivariate copula data.
}
\usage{
-BiCopLambda(u1=NULL, u2=NULL, family="emp", par=0, par2=0,
- PLOT=TRUE, ...)
+BiCopLambda(u1 = NULL, u2 = NULL, family = "emp",
+ par = 0, par2 = 0, PLOT = TRUE, ...)
}
\arguments{
- \item{u1,u2}{Data vectors of equal length with values in [0,1] (default: \code{u1} and \code{u2 = NULL}).}
+ \item{u1, u2}{Data vectors of equal length with values in [0,1] (default: \code{u1} and \code{u2 = NULL}).}
\item{family}{An integer defining the bivariate copula family or indicating the empirical lambda-function: \cr
\code{"emp"} = empirical lambda-function (default) \cr
\code{1} = Gaussian copula; the theoretical lambda-function is simulated (no closed formula available) \cr
@@ -87,7 +87,6 @@
\seealso{\code{\link{BiCopMetaContour}}, \code{\link{BiCopKPlot}}, \code{\link{BiCopChiPlot}}}
\examples{
-\dontrun{
# Clayton and rotated Clayton copulas
n <- 1000
tau <- 0.5
@@ -118,5 +117,4 @@
BiCopLambda(family=3, par = -theta) # theoretical lambda-function
BiCopLambda(rot_dat, dat[,2], family = 3, par = -theta) # both
}
-}
Modified: pkg/man/BiCopMetaContour.Rd
===================================================================
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/vinecopula -r 79
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